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Bayesian Prediction in Linear Models: Applications to Small Area Estimation

Bayesian Prediction in Linear Models: Applications to Small Area Estimation

This paper introduces a hierarchical Bayes (HB) approach for prediction in general mixed linear models. The results find application in small area estimation. Our model unifies and extends a number of models previously considered in this area. Computational formulas for obtaining the Bayes predictors and their standard errors are given …